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BTSE: Various fixes (#1550)

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* Common: DriveBy sanitisation of vars

* BTSE: Unify to exchange OrderLimits

* BTSE: Remove SeedAssets and test GetOrderExcutionLimit

* BTSE: Fix handling for K_* pairs

In addition to the M_ pairs we previously handled, BTSE has now
introduced K_* pairs (K_SATS-USD*).

This change moves the handling over to look for an exponent, and moves
the filtering to happen on all market data.
The original MarketSummary is still availiable, but I can't see any of
our current use-cases wanting to get the unfiltered list

* BTSE: Fix marketSummary futures field

BTSE returns no futures field for futures api marketInfo, and the documentation for the futures api shows returning false.
When we know we asked for futures, it makes the data flow much saner if
we can trust this field and not have to track what asset we asked for

* BTSE: Abstract marketPair.Pair()

* BTSE: Fix UpdateTicker symbol format
This commit is contained in:
Gareth Kirwan
2024-06-14 10:09:19 +07:00
committed by GitHub
parent 4c4b6935be
commit 98f025e38f
7 changed files with 223 additions and 269 deletions
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57
exchanges/order/limits.go
View File

@@ -10,45 +10,26 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// Public errors for order limits
var (
// ErrExchangeLimitNotLoaded defines if an exchange does not have minmax
// values
ErrExchangeLimitNotLoaded = errors.New("exchange limits not loaded")
// ErrPriceBelowMin is when the price is lower than the minimum price
// limit accepted by the exchange
ErrPriceBelowMin = errors.New("price below minimum limit")
// ErrPriceExceedsMax is when the price is higher than the maximum price
// limit accepted by the exchange
ErrPriceExceedsMax = errors.New("price exceeds maximum limit")
// ErrPriceExceedsStep is when the price is not divisible by its step
ErrPriceExceedsStep = errors.New("price exceeds step limit")
// ErrAmountBelowMin is when the amount is lower than the minimum amount
// limit accepted by the exchange
ErrAmountBelowMin = errors.New("amount below minimum limit")
// ErrAmountExceedsMax is when the amount is higher than the maximum amount
// limit accepted by the exchange
ErrAmountExceedsMax = errors.New("amount exceeds maximum limit")
// ErrAmountExceedsStep is when the amount is not divisible by its step
ErrAmountExceedsStep = errors.New("amount exceeds step limit")
// ErrNotionalValue is when the notional value does not exceed currency pair
// requirements
ErrNotionalValue = errors.New("total notional value is under minimum limit")
// ErrMarketAmountBelowMin is when the amount is lower than the minimum
// amount limit accepted by the exchange for a market order
ErrMarketAmountBelowMin = errors.New("market order amount below minimum limit")
// ErrMarketAmountExceedsMax is when the amount is higher than the maximum
// amount limit accepted by the exchange for a market order
ErrMarketAmountExceedsMax = errors.New("market order amount exceeds maximum limit")
// ErrMarketAmountExceedsStep is when the amount is not divisible by its
// step for a market order
ErrMarketAmountExceedsStep = errors.New("market order amount exceeds step limit")
// ErrCannotValidateAsset is thrown when the asset is not loaded
ErrCannotValidateAsset = errors.New("cannot check limit, asset not loaded")
// ErrCannotValidateBaseCurrency is thrown when the base currency is not loaded
ErrCannotValidateBaseCurrency = errors.New("cannot check limit, base currency not loaded")
// ErrCannotValidateQuoteCurrency is thrown when the quote currency is not loaded
ErrLoadLimitsFailed = errors.New("failed to load exchange limits")
ErrExchangeLimitNotLoaded = errors.New("exchange limits not loaded")
ErrPriceBelowMin = errors.New("price below minimum limit")
ErrPriceExceedsMax = errors.New("price exceeds maximum limit")
ErrPriceExceedsStep = errors.New("price exceeds step limit") // price is not divisible by its step
ErrAmountBelowMin = errors.New("amount below minimum limit")
ErrAmountExceedsMax = errors.New("amount exceeds maximum limit")
ErrAmountExceedsStep = errors.New("amount exceeds step limit") // amount is not divisible by its step
ErrNotionalValue = errors.New("total notional value is under minimum limit")
ErrMarketAmountBelowMin = errors.New("market order amount below minimum limit")
ErrMarketAmountExceedsMax = errors.New("market order amount exceeds maximum limit")
ErrMarketAmountExceedsStep = errors.New("market order amount exceeds step limit") // amount is not divisible by its step for a market order
ErrCannotValidateAsset = errors.New("cannot check limit, asset not loaded")
ErrCannotValidateBaseCurrency = errors.New("cannot check limit, base currency not loaded")
ErrCannotValidateQuoteCurrency = errors.New("cannot check limit, quote currency not loaded")
)
var (
errExchangeLimitBase = errors.New("exchange limits not found for base currency")
errExchangeLimitQuote = errors.New("exchange limits not found for quote currency")
errCannotLoadLimit = errors.New("cannot load limit, levels not supplied")
@@ -105,9 +86,7 @@ func (e *ExecutionLimits) LoadLimits(levels []MinMaxLevel) error {
for x := range levels {
if !levels[x].Asset.IsValid() {
return fmt.Errorf("cannot load levels for '%s': %w",
levels[x].Asset,
asset.ErrNotSupported)
return fmt.Errorf("cannot load levels for '%s': %w", levels[x].Asset, asset.ErrNotSupported)
}
m1, ok := e.m[levels[x].Asset]
if !ok {